Yes. You would be a better person for it. You will have experienced the journey of it, even if you don't reach the destination that you want. What many people forget is that when it is over and the person has left/died, the journey was still experienced and they still have the memories, emotional capacities, and experience.
I saw a 'study' that claimed that was not the case; according to it, it is better to never have loved at all. However, it's flaw was that it analyzed divorcees, many of whom should never have gotten married. IT could be said that some of them were not really in love; but more importantly, it did not interview the right people on either end.